Splitting in the simulation of the network creation process

Abstract

Splitting is a variance reduction technique, widely used to improve the efficiency of markovian systems simulations. In this report Splitting is successfully adapted to the reliability network estimation problem by means of a well-known model based on the so called Creation Process. A network model based on the Creation Process is revisited, a brief review of Splitting in a general setting is introduced and afterwards Splitting is applied to the estimation of the source terminal network unreliability by means of the Creation Process Model. Finally a set of experiments to assess the performance of Splitting in this task, are shown.